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Monday, May 9, 2011

Extending mtable() to ivreg, gls and robust standard errors

I have written several extensions of the mtable() command in the memisc library that may come in handy. The methods are available in a package I have written called tonymisc (now, available on CRAN). A zipped folder with my package files is available for download here.

My extensions to mtable() allow users to easily summarize (and port into LaTeX tables) lm() objects with robust standard errors, gls() objects (created using nlme's gls) and ivreg() objects (created using AER's ivreg). If you would like to see how the output looks, here's some example code:

This code produces the LaTeX code behind this table.

I also implemented a feature through my robust() command to allow the user to select which variables he/she would like to see in the table output. Here's some example code for that feature:

The output from this code is this table:

To get this package to work for you, simply use the command install.packages("tonymisc", dependencies=TRUE), as you would normally do to install packages from CRAN. copy the tonymisc folder (available for download here) into your R library of packages. Once it is in the right place, all you need to do is load it with the library(tonymisc) command.

I am still working on the details of the package (help files, extra features, extensions of what I have done, internal consistency, loading other packages by default, ease of use, etc.), but I would be happy if people find it useful at this stage. In particular, I still need to implement some ideas from the comments (the next version will contain these). If you have other suggestions, please leave a comment to let me know.

Feel free to include my code for cox and lme4 models in your package. It's rough, but should work well enough to get people started. I hope to get them cleaned up in the near future, but I have some other things I need to get taken care of first.